+83,071.7%
MU vs TYL
+14,656.9%
+68,414.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.7% | -11.7% | -7.7% |
| 7D | -19.1% | +17.3% | -36.4% | -21.2% |
| 30D | -25.2% | +28.9% | -54.1% | -28.3% |
| 3M | -10.9% | +35.1% | -46.0% | -15.5% |
| 6M | +38.0% | +29.3% | +8.7% | +29.8% |
| YTD | +178.8% | -6.8% | +185.6% | +173.1% |
| 1Y | +265.1% | -9.9% | +275.1% | +259.2% |
| 3Y | +1,006.2% | +1.7% | +1,004.6% | +960.0% |
| 5Y | +1,027.5% | -21.6% | +1,049.1% | +1,022.1% |
| 10Y | +4,789.9% | +173.5% | +4,616.4% | +3,984.6% |
| All | +83,071.7% | +14,656.9% | +68,414.8% | +38,818.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling